Getting Started with Vagrant on Windows

Software Tool Installs
1) Install Cygwin. This is a Unix-like environment that can be run from Windows. Proceed to https://cygwin.com/install.html and run the installer for the 32 or 64 bit version of Cygwin that matches your Windows version. Install for all users. Accept the default packages and add "OpenSSH Client/Server", Curl, and WGet packages as well.
2) Install Vagrant. Accept all defaults.
3) Install VirtualBox. Accept all defaults.
4) Run the following in the cmd window: vagrant plugin install vagrant-vbguest
5) If issues with curl are reported when trying to use Vagrant to download VM images you may need to install Microsoft Visual C++ 2010 Redistributable Package (x86). This happened to me on Windows 10.
Also note as of July 2016 that VirtualBox 5.1 was released but the current Vagrant does not support it. I had to back down to VirtualBox 5.0.24 in order to get everything working again. I'll update the page when these issues are resolved.

Test it

mkdir -p /cygdrive/c/vm/test
cd /cygdrive/c/vm/test
vagrant box add lucid32 http://files.vagrantup.com/lucid32.box
vagrant init lucid32
vagrant up
vagrant ssh

Now you are logged into your new local Lucid Ubuntu box!